Is it posible to exclude VRayVolumeGrid from specific light? Or from all light?
It should be possible to do that, but you’ll have to set the render mode to Volumetric Geometry in the VRayVolumeGridShape node > Rendering Rollout > Render mode = Volumetric Geometry. Then it still won’t appear in the light linking editor, but you should be able to select the volumeGrid object, shift+select the light(s) and do Lighting/Shading > Break light links. Support for light linking in pure volumetric mode is still on our to-do list.
Does this help?